I confirm the behavior, but here the author of the page is at fault and not CN. The problem is that the < and > symbols were not properly escaped on the source HTML page. It should have been written as dm:last&lt;dayname&gt; in the HTML source.

The HTML parser in CN thought it was some unknown HTML tag and simply skipped it. If we change the behavior so that such tags are not skipped, various "section", "video" and numerious other things will start appearing in note text. To avoid this, we'd have to maintain a list of possible HTML tags, and this list will get outdated when the next HTML standard comes out.